Central Limit Theorem

Let X be any random variable with mean μ and variance σ^2.Let X̅ be the mean of a random sample of n independent observations of X.NB: This does NOT have to be from a Normal Distribution.Providing n is large (>30), X̅ is approximately normally distributed with mean μ and variance σ^2/n.X̅~N(μ,σ^2/n)